CDP without volume control

There is always a post about cdp's with volume control. How about those without it but do have a headphone output with volume control, has anybody tried this yet and where can reasonable connectors be sourced besides Radio Shack ?
Good cable can be had for surprisingly little money. IMHO, it is a waste of money to spend $100+ on interconnects. I've had very good results from some the following:

The bargain favorites from MonoPrice:

Another bargain:

If you simply MUST spend more money: